Add to ORKGThe paper provides a systematic way for finding a partial differential equation that characterize directly the optimal control, in the framework of one?dimensional stochastic control problems of Mayer, with no constraints on the controls. The results obtained are applied to some significative models in financial economics
This paper provides new insights into the solution of optimal stochastic control problems by means o...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider investment problems where an investor can invest in a savings account, stocks, and bonds...
The paper provides a systematic way for finding a partial differential equation that characterize d...
The paper provides a systematic way for finding a partial differential equation that characterize d...
The paper provides a systematic way for finding a partial differential equation that characterize d...
The paper provides a systematic way for finding a partial differential equation that characterize di...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
This paper considers a stochastic control problem with linear dynamics, convex cost criterion, and c...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider investment problems where an investor can invest in a savings account, stocks and bonds ...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider investment problems where an investor can invest in a savings account, stocks, and bonds...
The paper provides a systematic way for finding a partial differential equation that characterize d...
The paper provides a systematic way for finding a partial differential equation that characterize d...
The paper provides a systematic way for finding a partial differential equation that characterize d...
The paper provides a systematic way for finding a partial differential equation that characterize di...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
The original publication is available at www.springerlink.comThe paper provides a systematic way for...
This paper considers a stochastic control problem with linear dynamics, convex cost criterion, and c...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider investment problems where an investor can invest in a savings account, stocks and bonds ...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider investment problems where an investor can invest in a savings account, stocks, and bonds...